It may be offensive to them, hopefully it is even, but it isn't sectarian. You won't need a history lesson, just ask one of the fans of the other clubs in the league why they call them it too.
Or better still, ask the journalist from the Midlands who first gave them the name when they wrecked Wolverhampton.
Or if that still isn't enough then try and work out why people like Neil McCann and Steven Gerrard are huns and why Jock Stein and Danny McGrain are not.